+78.5%
NSC vs QS
-44.4%
+122.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -5.5% | -2.3% | -3.2% | -5.4% |
| 30D | -3.2% | -0.7% | -2.5% | -3.2% |
| 3M | +7.7% | -39.6% | +47.3% | +9.4% |
| 6M | +4.5% | -21.7% | +26.2% | +4.9% |
| YTD | +15.6% | -47.4% | +63.0% | +17.6% |
| 1Y | +19.8% | -28.4% | +48.2% | +19.5% |
| 3Y | +70.1% | -22.6% | +92.7% | +64.9% |
| 5Y | +46.1% | -75.6% | +121.7% | +42.2% |
| All | +78.5% | -44.4% | +122.8% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling